I got bunch of videos & I would like to convert them to sprites or sprite sheets. It is basically some planets / meteors / comets & so on. I have done this few years back in After Effects, however all I got left are the videos themselves, no more project files.

Now, most of the videos got pure black background, frankly not transparent.

A) I assume that I must convert the black to transparent

B) How can I convert the vids sprite sheets or eventually use those vids as animations in my game ?

There is an open source program called VirtualDub that will open many video formats and allows you to save it as a sequence of images. It is no longer updated and has very few options but should be able to do what you want easily.

If you want a more full featured tool, Blender 3d has a built in video editor that can render out the result to a series of png files. The video editor has a pretty steep learning curve but would allow you to modify and export your video including adding effects if you want.

Both of these tools are free and have no restrictions when it comes to using the result commercially. At least as long as the source you are working with is your own.

I hope this helps you with what you need and good luck with your project.